04.03.2026 15:43
REPO risk parameters change for the security DATA
As per the Securities market risk parameters methodology, on 04.03.2026, 15-43 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -39.15 %), penalty rate and IR Risk Rate (up to -0.13 rub) for the security DATA were changed. New values are available here